I am using the Datafeed Toolbox to extract data from Bloomberg. In particular I use the functions:
d = history(c,s,f,fromdate,todate)
I found however that the data extraction is quite slow.
E.g. for a list of 248 tickers, and for the field PX_LAST within period 1/1/2016 - 2/28/2018, it takes up to 2-3 minutes to extract the data.
Is this an issue with my Matlab or is there a way to optimize this number?